Detailed description
Given Sony's copy protection techniques and legal clout this is still not easy. It is possible if you have a modded PS3 that can run linux, there's brief instructions here .

Information on copying XBox 360 games without commercial software appears to be even thinner on the ground, probably for similar reasons.

This site called xbins has a lot of resources / software, and may contain a solution if you have time to explore it.

There's also some commercial software available that claims to be able to copy PS3, and XBox 360 games, as well as Wii Games reviewed here with further links. Please note that we've neither tried nor endorse any of the software listed, and can't even vouch that the software is legal.